Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508211.1453 | 546464.1767 | -38253.0314 | -89444.9908 | 123228.7644 | -212673.7552 |
Total P&L (%) | 508.2111 | 546.4642 | -38.253 | -89.445 | 123.2288 | -212.6738 |
Avg Daily Profit (%) | 0.2632 | 0.283 | -0.0198 | -0.1164 | 0.0416 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236385 | -200622 | -123464 | -275059 | -180780 | -247387 |
Profit Factor | 1.7677 | 2.561 | 0.8773 | 0.8437 | 1.506 | 0.3529 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 56.4103 | 48.7179 | 64.1026 | 56.4103 | 48.7179 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.366 | 2.6958 | 0.4913 | 0.6519 | 1.5852 | 0.1976 |
Largest Winning Trade | 562522 | 562522 | 33737 | 156942 | 156942 | 35152 |
Largest Losing Trade | -82203 | -54829 | -82203 | -232995 | -103348 | -232995 |
Avg Bars in Trades | 47 | 84 | 10 | 47 | 84 | 10 |
Avg Bars in Winners | 24 | 41 | 11 | 24 | 41 | 11 |
Avg Bars in Losers | 77 | 125 | 9 | 77 | 125 | 9 |
Bars Traded | 3735 | 3312 | 422 | 3735 | 3312 | 422 |
Profit Streak | 13.8781 | 0 | 60.3781 | 13.8781 | 0 | 60.3781 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26252 | 473469 | -577258 | -617848 | -135370 | -577258 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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